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DIGIC: Domain Generalizable Imitation Learning by Causal Discovery

DIGIC:通过因果发现实现跨域泛化的模仿学习

Causality has been combined with machine learning to produce robust representations for domain generalization. Most existing methods of this type require massive data from multiple domains to identify causal features by cross-domain variations, which can be expensive or even infeasible and may lead to misidentification in some cases. In this work, we make a different attempt by leveraging the demonstration data distribution to discover the causal features for a domain…

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Advancing Counterfactual Inference through Nonlinear Quantile Regression

通过非线性分位数回归推进反事实推断

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to or estimating a structural causal model. Yet, in practice, this causal model is often unknown and might be challenging to identify. Hence, this paper aims to perform reliable counterfactual inference based solely on observational data and…

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An Online Bootstrap for Time Series

时间序列的在线自助法

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series or spatially correlated observations. In this paper, we propose a novel bootstrap method that is designed to account for data dependencies and can be executed online, making it particularly suitable for real-time applications. This method…

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Impact of Physical Activity on Quality of Life During Pregnancy: A Causal ML Approach

孕期身体活动对生活质量的影响:因果机器学习方法

The concept of Quality of Life (QoL) refers to a holistic measurement of an individual's well-being, incorporating psychological and social aspects. Pregnant women, especially those with obesity and stress, often experience lower QoL. Physical activity (PA) has shown the potential to enhance the QoL. However, pregnant women who are overweight and obese rarely meet the recommended level of PA. Studies have investigated the relationship between PA and QoL during pregnancy…

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Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression

用于删失结果回归的一型 Tobit 贝叶斯加性回归树

Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree (TOBART-1) models for censored outcomes. Simulation results and real data applications demonstrate that TOBART-1 produces accurate predictions of censored outcomes. TOBART-1 provides posterior intervals for the conditional expectation and…

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Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification

连接两种方法论:Angrist 与 Imbens 对因果识别的贡献

In the 1990s, Joshua Angrist and Guido Imbens studied the causal interpretation of Instrumental Variable estimates (a widespread methodology in economics) through the lens of potential outcomes (a classical framework to formalize causality in statistics). Bridging a gap between those two strands of literature, they stress the importance of treatment effect heterogeneity and show that, under defendable assumptions in various applications, this method recovers an average…

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Estimating counterfactual treatment outcomes over time in complex multiagent scenarios

复杂多智能体场景中随时间变化的反事实处理结果估计

Evaluation of intervention in a multiagent system, e.g., when humans should intervene in autonomous driving systems and when a player should pass to teammates for a good shot, is challenging in various engineering and scientific fields. Estimating the individual treatment effect (ITE) using counterfactual long-term prediction is practical to evaluate such interventions. However, most of the conventional frameworks did not consider the time-varying complex structure of…

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Functional Generalized Empirical Likelihood Estimation for Conditional Moment Restrictions

条件矩约束的函数型广义经验似然估计

Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional moment restrictions. Previous works addressed this problem by extending the generalized method of moments (GMM) to continuum moment restrictions. In contrast, generalized empirical likelihood (GEL) provides a more general framework and has…

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mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters

mshw:基于多重季节 Holt–Winters 模型的短期电力需求预测库

Transmission system operators have a growing need for more accurate forecasting of electricity demand. Current electricity systems largely require demand forecasting so that the electricity market establishes electricity prices as well as the programming of production units. The companies that are part of the electrical system use exclusive software to obtain predictions, based on the use of time series and prediction tools, whether statistical or artificial intelligence.…

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$\texttt{causalAssembly}$: Generating Realistic Production Data for Benchmarking Causal Discovery

causalAssembly:生成用于因果发现基准评估的真实感生产数据

Algorithms for causal discovery have recently undergone rapid advances and increasingly draw on flexible nonparametric methods to process complex data. With these advances comes a need for adequate empirical validation of the causal relationships learned by different algorithms. However, for most real data sources true causal relations remain unknown. This issue is further compounded by privacy concerns surrounding the release of suitable high-quality data. To help address…

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Machine Collaboration

机器协作:循环交互式监督学习集成框架

We propose a new ensemble framework for supervised learning, called machine collaboration (MaC), using a collection of base machines for prediction tasks. Unlike bagging/stacking (a parallel & independent framework) and boosting (a sequential & top-down framework), MaC is a type of circular & interactive learning framework. The circular & interactive feature helps the base machines to transfer information circularly and update their structures and parameters accordingly. The…

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Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study

双重机器学习因果推断中的超参数调优:模拟研究

Proper hyperparameter tuning is essential for achieving optimal performance of modern machine learning (ML) methods in predictive tasks. While there is an extensive literature on tuning ML learners for prediction, there is only little guidance available on tuning ML learners for causal machine learning and how to select among different ML learners. In this paper, we empirically assess the relationship between the predictive performance of ML methods and the resulting causal…

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Efficient estimation of subgroup treatment effects using multi-source data

利用多来源数据高效估计亚组处理效应

Investigators often use multi-source data (e.g., multi-center trials, meta-analyses of randomized trials, pooled analyses of observational cohorts) to learn about the effects of interventions in subgroups of some well-defined target population. Such a target population can correspond to one of the data sources of the multi-source data or an external population in which the treatment and outcome information may not be available. We develop and evaluate methods for using…

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DoubleMLDeep: Estimation of Causal Effects with Multimodal Data

DoubleMLDeep:利用多模态数据估计因果效应

This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML) framework, specifically the partially linear model. An additional contribution of our paper is a new method to generate a semi-synthetic dataset which can be used to evaluate the performance of causal effect estimation in the presence of text and…

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RCT Rejection Sampling for Causal Estimation Evaluation

用于因果估计评估的随机对照试验拒绝采样

Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have proposed methods to adjust for confounding by adapting machine learning methods to the goal of causal estimation. However, empirical evaluation of these adjustment methods has been challenging and limited. In this work, we build on a promising…

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Doubly-robust and heteroscedasticity-aware sample trimming for causal inference

因果推断中兼顾双重稳健与异方差的样本修剪

A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are homoscedastic and the propensity model is parametric (Yang and Ding, 2018; Crump et al. 2009), but in modern settings where heteroscedastic data are analyzed with non-parametric models, existing theory fails to support current practice. In…

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Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity

图神经网络估计理论及其网络异质性应用

This paper presents a novel application of graph neural networks for modeling and estimating network heterogeneity. Network heterogeneity is characterized by variations in unit's decisions or outcomes that depend not only on its own attributes but also on the conditions of its surrounding neighborhood. We delineate the convergence rate of the graph neural networks estimator, as well as its applicability in semiparametric causal inference with heterogeneous treatment effects.…

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GT-PCA: Effective and Interpretable Dimensionality Reduction with General Transform-Invariant Principal Component Analysis

GT-PCA:基于一般变换不变主成分分析的有效且可解释降维

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used dimension reduction technique, it lacks robustness with respect to these transformations. Modern alternatives, such as autoencoders, can be invariant with respect to specific transformations but are generally not interpretable. We introduce…

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Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data

利用混合频率数据进行宏观预测的储备池计算方法

Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods. MIxed-DAta Sampling (MIDAS) and Dynamic Factor Models (DFM) are the two main state-of-the-art approaches that allow modeling series with non-homogeneous frequencies. We introduce a new framework called the Multi-Frequency Echo State Network (MFESN) based on a relatively novel machine learning paradigm called reservoir computing.…

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SubgroupTE: Advancing Treatment Effect Estimation with Subgroup Identification

SubgroupTE:结合子群识别的治疗效应估计

Precise estimation of treatment effects is crucial for evaluating intervention effectiveness. While deep learning models have exhibited promising performance in learning counterfactual representations for treatment effect estimation (TEE), a major limitation in most of these models is that they treat the entire population as a homogeneous group, overlooking the diversity of treatment effects across potential subgroups that have varying treatment effects. This limitation…

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On LASSO for High Dimensional Predictive Regression

高维预测回归中的 LASSO

This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors are present. The consistency of LASSO is contingent upon two key components: the deviation bound of the cross product of the regressors and the error term, and the restricted eigenvalue of the Gram matrix. We present new probabilistic…

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Information-based Preprocessing of PLC Data for Automatic Behavior Modeling

面向自动行为建模的 PLC 数据信息型预处理

Cyber-physical systems (CPS) offer immense optimization potential for manufacturing processes through the availability of multivariate time series data of actors and sensors. Based on automated analysis software, the deployment of adaptive and responsive measures is possible for time series data. Due to the complex and dynamic nature of modern manufacturing, analysis and modeling often cannot be entirely automated. Even machine- or deep learning approaches often depend on a…

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A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms

启发式优化算法所得最大似然参数的不确定性量化札记

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given that they do not provide the gradient/Hessian needed to approximate the covariance matrix and that the significantly longer computational time they require for convergence likely precludes resampling procedures for inference, researchers…

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Prediction of good reaction coordinates and future evolution of MD trajectories using Regularized Sparse Autoencoders: A novel deep learning approach

利用正则化稀疏自编码器识别反应坐标并预测分子动力学轨迹

Identifying reaction coordinates(RCs) is an active area of research, given the crucial role RCs play in determining the progress of a chemical reaction. The choice of the reaction coordinate is often based on heuristic knowledge. However, an essential criterion for the choice is that the coordinate should capture both the reactant and product states unequivocally. Also, the coordinate should be the slowest one so that all the other degrees of freedom can easily equilibrate…

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